Janneke van Brummelen

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Score-driven time-varying parameter models with spline-based densities
Statistics and Computing
2026-03-31Paper
A robust Beveridge-Nelson decomposition using a score-driven approach with an application
Economics Letters
2024-05-07Paper
Maximum likelihood estimation for non-stationary location models with mixture of normal distributions
Journal of Econometrics
2024-02-13Paper
Maximum likelihood estimation for score-driven models
Journal of Econometrics
2022-03-16Paper


Research outcomes over time


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